I do not know who WN has agreements to Europe. Though if you can get to London there is regular service out of most of the airports.
We drove from Madrid to Barcelona. It was an easy interstate drive with helpful friendly people along the way. Flight service from MAD to BCL is also available.
You may wish to check with Randy under the Chicago Corrspondant forum. He flys non-rev international often and he is also employeed by WN.
Let me know if you need further travel assistance.